Rolinco GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.23% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 22.85 | |
| 0.0197 | 10.02 | |
| 0.8999 | 381.14 | |
| 0.1059 | 21.23 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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